+69.6%
IWM vs VICR
+336.6%
-267.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | +1.4% | +8.3% | -6.9% | +0.3% |
| 30D | +2.3% | -35.2% | +37.4% | +7.2% |
| 3M | -8.3% | -29.8% | +21.5% | -6.0% |
| 6M | -1.3% | -48.6% | +47.2% | +3.7% |
| YTD | +13.5% | +45.1% | -31.6% | -1.6% |
| 1Y | +18.4% | +79.6% | -61.2% | -1.0% |
| 3Y | +69.6% | +335.4% | -265.8% | +4.3% |
| All | +69.6% | +336.6% | -267.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling